Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47765.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46370.09 Kr¶

PnL: ---------------------------------------> -518.48 Kr¶

DD now: ---------------------------------> -1.778 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:12:39.826684'

Anic Portfolio¶

Today¶

Return: -0.389 %¶

This Week¶

Return: -0.309 %¶

Total¶

Return: 56.371 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -0.670000 3073.200000 102.200000 3.440000 2971.000006
SAAB B 8 1.360000 3453.600000 76.600000 2.270000 3377.000000
Boozt 12 0.140000 1699.200000 45.200000 2.730000 1653.999996
Corem Property Group B 59 -1.040000 615.960000 38.960000 6.750000 576.999999
AcadeMedia 12 -1.940000 595.440000 38.440000 6.900000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.100000 390.500000 35.500000 10.000000 355.000000
MedCap 2 0.000000 456.000000 35.000000 8.310000 421.000000
Resurs Holding 22 -0.250000 607.860000 33.860000 5.900000 573.999998
HMS Networks 2 -1.910000 697.200000 24.200000 3.600000 673.000000
Nordea Bank Abp 29 0.640000 3476.520000 22.520000 0.650000 3453.999992
Swedbank A 3 -0.310000 579.300000 15.300000 2.710000 564.000000
Securitas B 6 -0.880000 583.440000 13.440000 2.360000 570.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 0.260000 540.400000 12.400000 2.350000 527.999997
Intrum 4 -1.500000 537.200000 10.200000 1.940000 527.000000
Coor Service Management Hold. 8 0.000000 542.000000 10.000000 1.880000 532.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.380000 249.360000 3.360000 1.370000 246.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.090000 548.250000 2.250000 0.410000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 0.000000 560.600000 -13.400000 -2.330000 574.000000
Midsona B 63 -1.650000 564.480000 -18.520000 -3.180000 582.999984
CTEK 13 -1.510000 509.600000 -24.400000 -4.570000 533.999999
Essity A 4 -0.880000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 0.000000 3808.000000 -42.000000 -1.090000 3850.000000
International Petroleum Corp. 5 -1.250000 551.000000 -43.570000 -7.330000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Axfood 13 0.690000 3607.500000 -148.500000 -3.950000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -1.240000 1430.100000 -233.900000 -14.060000 1663.999992
Ovzon 52 -2.000000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46370.090000 -518.480000 -1.77839% 46888.564618

Updated:¶

'2023-01-25 10:12:52.691925'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶